The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
Title:
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
Author:
Sortino, Frank Alphonse, 1932-
ISBN:
9780123749925
9780080961682
9781282330078
Publication Information:
Amsterdam ; Boston : Elsevier, ©2010.
Physical Description:
1 online resource (xvii, 158 pages) : illustrations
Series:
[Elsevier finance]
Elsevier finance.
Local Note:
O'Reilly
Subject Term:
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